Perlman and Wellner's circular and transformed circular copulas are particular beta and \(t\) copulas (Q350649)
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scientific article; zbMATH DE number 6662277
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| English | Perlman and Wellner's circular and transformed circular copulas are particular beta and \(t\) copulas |
scientific article; zbMATH DE number 6662277 |
Statements
Perlman and Wellner's circular and transformed circular copulas are particular beta and \(t\) copulas (English)
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9 December 2016
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Summary: All but one of the copulas in a recent paper in Symmetry by Perlman and Wellner can be identified as particular members of either the beta or \(t\) families of elliptical copulas.
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beta distribution
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bivariate distribution
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circular copula
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elliptical copula
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multivariate distribution
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\(t\) distribution
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0.7478176355361938
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0.7369642853736877
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0.7175399661064148
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0.7138891816139221
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0.7066361308097839
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